Job Information
BTG Pactual Asset Management US LLC Quantitative Portfolio Associate Director in New York, New York
Develop quantitative investment strategies, including researching, designing, and implementing investment signals, expected return models for various asset classes; portfolio optimization; and equity, options, and futures trading strategies using machine learning and AI technology. Coordinate in-house, proprietary model output and reports on overall market trend, individual equities, futures, options, and bank swaps in global region to advise portfolio managers in making investment decisions. Develop the internal database and codebase using advanced SQL and Python programming language. Integrate cutting-edge technologies and advanced data structures to improve computation efficiency. Research existing and newly developed quantitative trading strategies. Build analytics tools to keep track of the performance of the strategies to track performance and diagnose issues with strategy implementation. Review academic and practitioner literature to determine current accepted best practices and consolidated knowledge to test new and existing hypotheses about expected risks and returns.Requirements: •Bachelor’s degree in financial engineering, mathematics, computer science, data science or a similar field of study.•Three years of experience in a quantitative finance role focusing on equity markets •One year of experience in using machine learning models with financial data. •One year of experience in trading or portfolio management.•Proficiency with Python or C++. •Knowledge of statistical packages that include tensorflow, pytorch, or scikit-learn. •Knowledge of financial modeling applications that deal with machine learning and portfolio optimization. •Quantitative research experience with Equity, preferably in a market-neutral world.
Minimum Salary: 115,731 Maximum Salary: 160,000 Salary Unit: Yearly